Of these, I can recommend episode 2 "On A Mountain" and episode 6 "A Bottomless Grave" (the latter especially for those that enjoyed the black comedy approach of "Oil Of Dog" - the former is a nice bit of regional scene setting)

... as well as the inevitable Robert E. Howard podcast (with discussion), The Cromcast! I won't be following it myself, as I;m not a big Conan fan, but I'll probably check in when they get to Sailor Steve Costigan and Howard's horror fiction.

Chilling Tales For Dark Nights has some YouTube videos as well. Generally, they are just slightly enhanced audio with mood-enhancing images. They seem to share some sensibilities with the NoSleep podcast.